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期刊论文

Further developments on sufficient conditions for negative dependence of random variables

胡太忠Taizhong Hu* and Jianping Yang

Statistics & Probability Letters, 2004, 66 (3), 369-381.,-0001,():

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摘要/描述

LetW=(W1,…,Wn) be a random vector of n independent random variables, and let R=(R1,…,Rn) be another random vector having the permutation distribution on {1,2,…,n}, independent of W. If the Wi's are ordered in the likelihood ratio order [resp. the hazard rate order, the reversed hazard rate order, and the usual stochastic order], it is shown that (WR1, WR2,…,WRn) is negatively regression dependent [resp. negatively right tail dependent, negatively left tail dependent, and negatively associated]. Several applications of the main results are also given.

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